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I am fairly sure my form code is ok as originally I had just one page with the whole form on it. I have used the same code but simply split across the 4 pages. I'll check it though and post it it up just to make sure.

I like your suggestion to test at each stage, I'll give that a go and post back.

Printing the session after each stage showed me that it was breaking down after the second page.

You were right that my form code needed checking! The action= bit was set to a test php file I made earlier! I didn't notice because this php file still linked the third page so everything seemed to be ok!